Harwinder Sekhon
528a308d36
Scrapes Forex Factory weekly pages (epoch datelines, actual/forecast/ impact/betterWorse) into backtest/cache/calendar.parquet (gitignored; rebuild with the scraper). Timestamps verified: NFP/CPI/ECB times exact across DST, and high-impact event bars average 3.5x ATR with the spike vanishing at +/-1h shifts. calendar_store provides precise_events and event_window_mask for screens and counterfactuals.
6 lines
182 B
Python
6 lines
182 B
Python
"""Research tooling: calendar sourcing/store and edge-screening utilities.
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Nothing here is imported by the live bot; these modules support
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backtesting and edge validation only.
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"""
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